Limit laws for multidimensional extremes

A definition of the ordering of a multivariate sample—based on the isobar surfaces—is used in order to obtain limit laws for the extreme values of a multidimensional sample.

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Veröffentlicht in:	Statistics & probability letters 2007-12, Vol.77 (18), p.1750-1755
Hauptverfasser:	Barme-Delcroix, Marie-Francoise, Gather, Ursula
Format:	Artikel
Sprache:	eng
Schlagworte:	Concomitant Exact sciences and technology Extreme values General topics Isobars Isobars Order statistics Extreme values Stability Limit laws Concomitant Limit laws Mathematics Nonparametric inference Order statistics Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Stability Statistics Stochastic processes
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Beschreibung
Zusammenfassung:	A definition of the ordering of a multivariate sample—based on the isobar surfaces—is used in order to obtain limit laws for the extreme values of a multidimensional sample.
ISSN:	0167-7152 1879-2103
DOI:	10.1016/j.spl.2007.04.014